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Journal of Economic Surveys, ISSN 0950-0804, 12/2018, Volume 32, Issue 5, pp. 1326 - 1354
This paper provides an overview of studies that estimate the inflation risk premium using inflation‐linked bond (ILB) yields. I categorize existing studies,... 
Break‐even inflation rate | Inflation‐linked bonds | Inflation risk premium | Treasury inflation‐protected securities | Treasury inflation-protected securities | Inflation-linked bonds | Break-even inflation rate | ZERO | YIELD CURVE | INDEXED BONDS | REAL RATES | MODEL | TERM-STRUCTURE | INTEREST-RATES | ECONOMICS | EXPECTATIONS | TIPS | Bonds | Economic models | Inflation | Risk premiums
Journal Article
05/2011, ISBN 9781455257386, 33
This paper characterizes the term structure of Treasury bond yields for Brazil, and estimates a Nelson-Siegel Model to reproduce its stylized facts for the... 
Brazil | Public Debt | Yields On Bonds | Term Structure Models Of Interest Rates | Interest Rate Structures | Economic Models
Book
North American Journal of Economics and Finance, ISSN 1062-9408, 04/2015, Volume 32, pp. 139 - 154
•We calculate hypothetical ILB yields in the vein of Campbell and Shiller (1996).•We present a new strategy for estimating the liquidity premium in ILB... 
Inflation-linked bonds | Break-even inflation rate | Liquidity premium | Inflation risk premium | Hypothetical bond yields | RATES | BUSINESS, FINANCE | MARKET | RISK PREMIA | ECONOMICS | EXPECTATIONS | Inflation (Finance)
Journal Article
European Financial Management, ISSN 1354-7798, 03/2009, Volume 15, Issue 2, pp. 279 - 297
Journal Article
Journal Article
Revista Brasileira de Economia, ISSN 0034-7140, 2013, Volume 67, Issue 2, pp. 277 - 286
There is a widespread belief that inflation-linked bonds are a direct source of information about inflation expectations. In this paper we address this issue... 
Break-Even inflation | Inflation-Linked bonds | Term premia | Real and nominal yields | Term Premia | Inflation-Linked Bonds | Real and Nominal Yields | Break-Even Inflation
Journal Article
by Li, Kai
Journal of Economic Dynamics and Control, ISSN 0165-1889, 10/2019, Volume 107, p. 103727
We derive the price of inflation-indexed bonds of which the payments are linked to a lagged price index and solve for the optimal bond portfolio under both... 
Inflation-linked bond | Indexation lags | Bond portfolio selection | Stochastic delay differential equations | Intertemporal hedging | Piecewise dynamic programming approach | MARKET | TERM STRUCTURE | ECONOMICS | DYNAMIC ASSET ALLOCATION | REAL INTEREST-RATES | TIPS
Journal Article
04/2008, ISBN 9781452776330, 40
This paper examines the Argentine experience with GDP-indexed warrants in order to gauge the existence of a novelty premium on new financial instruments. It... 
Gdp-indexed Bonds | Financial Development | Premium | Economic Models | Country Insurance | Financial Instruments | Inflation-indexed bonds | Argentina | Econometric models
Book
Journal of Empirical Finance, ISSN 0927-5398, 09/2018, Volume 48, pp. 374 - 389
Empirical research on the benefits of investing in inflation-linked bonds usually relies on a limited number of observations due to the relatively recent... 
Inflation-linked bonds | Asset allocation | Simulation | Investing | Bonds | Fixed income | MARKETS | BUSINESS, FINANCE | INTEREST-RATES | ECONOMICS | EXPECTATIONS | TIPS | LONG | Inflation (Finance) | Financial markets | Analysis
Journal Article
Applied Economics, ISSN 0003-6846, 06/2013, Volume 45, Issue 18, pp. 2579 - 2585
It is generally assumed that the two Fisher components of the interest rate - the real interest and the inflation - evolve independently over time, considering... 
inflation-linked bonds | Fisher hypothesis | breakeven inflation | RISK | ECONOMICS | Prices and rates | Inflation-indexed bonds | Fisher effect | Forecasts and trends | Analysis | Interest rates | Economics and Finance | Humanities and Social Sciences
Journal Article
Advances in Difference Equations, ISSN 1687-1839, 12/2018, Volume 2018, Issue 1, pp. 1 - 16
Journal Article
Asia‐Pacific Journal of Financial Studies, ISSN 2041-9945, 10/2018, Volume 47, Issue 5, pp. 605 - 633
We estimate term structure using Korean financial data such as nominal spot rates, monthly inflation rates, and a survey of inflation forecasts, and examine... 
Inflation‐linked bond (IL bond) | Inflation risk | Liquidity risk | Tax exemption | Inflation-linked bond (IL bond) | LIQUIDITY | INFORMATION | RISK | REAL RATES | BUSINESS, FINANCE | CORPORATE YIELD SPREADS | EXPECTATIONS | TERM PREMIA | TIPS | Prices and rates | Inflation (Finance) | Financial markets | Bonds | Analysis | 경영학
Journal Article
JOURNAL OF ECONOMIC RESEARCH, ISSN 1226-4261, 2017, Volume 22, Issue 2, p. 103
The Korean government introduced its first inflation indexed bond, the Inflation-Linked Korea Treasury Bond (hereafter KTBi), in March 2007. This paper... 
inflation-linked bond | spanning test | strategic asset | conditional correlation
Journal Article
The European Journal of Finance, ISSN 1351-847X, 05/2015, Volume 21, Issue 7, pp. 575 - 583
Recent empirical research has questioned the added value of inflation-linked bonds (ILBs) in a diversified portfolio, especially in the euro area. This paper... 
inflation-linked bonds | EMU | BUSINESS, FINANCE | E31 | H63 | G11
Journal Article
04/2019, ISBN 1119565162
This chapter presents and compares existing studies' research designs and data used and shows their estimates for the inflation risk premium, thus building on... 
inflation risk premium | inflation‐linked bonds | nominal bonds | liquidity proxies | term structure model
Book Chapter
Journal of Asset Management, ISSN 1470-8272, 06/2013, Volume 14, Issue 3, pp. 133 - 139
  The inflation and the real yield component deduced from inflation-linked and nominal bond prices are adversely affected by two market effects: price... 
Inflation-linked bonds | Fisher hypothesis | Breakeven inflation | Brent | Inflation (Finance) | Research | France | Economic growth | Credit market | Studies | Prices | Inflation | Asset management | Bonds | Analysis | Economics and Finance | Humanities and Social Sciences
Journal Article
Computational Management Science, ISSN 1619-697X, 7/2015, Volume 12, Issue 3, pp. 461 - 488
The paper investigates the importance of inflation-linked annuities in retirement planning. Given nominal, inflation-linked, and variable annuities, as well as... 
Loss disutility | Multi-stage stochastic programming | Operations Research/Decision Theory | Inflation-linked annuity | CRRA utility | Optimization | Retirement planning | Economics / Management Science | Equity-indexed annuities | Management | Investments | Analysis
Journal Article
2016, Second Edition, ISBN 0080999417
This chapter provides an advanced overview to index-linked securities, including inflation-indexed securities such as TIPS issued by the U.S. government and... 
Inflation derivates | Deflation floor | Real interest rate | Index-linked | Inflation-linked | TIPS
Book Chapter
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